CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 31-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7192 |
0.7192 |
0.0000 |
0.0% |
0.7098 |
| High |
0.7199 |
0.7229 |
0.0030 |
0.4% |
0.7229 |
| Low |
0.7123 |
0.7134 |
0.0011 |
0.2% |
0.7089 |
| Close |
0.7179 |
0.7147 |
-0.0032 |
-0.4% |
0.7147 |
| Range |
0.0076 |
0.0095 |
0.0019 |
25.0% |
0.0140 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.5% |
0.0000 |
| Volume |
104,272 |
116,695 |
12,423 |
11.9% |
458,654 |
|
| Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7455 |
0.7396 |
0.7199 |
|
| R3 |
0.7360 |
0.7301 |
0.7173 |
|
| R2 |
0.7265 |
0.7265 |
0.7164 |
|
| R1 |
0.7206 |
0.7206 |
0.7156 |
0.7188 |
| PP |
0.7170 |
0.7170 |
0.7170 |
0.7161 |
| S1 |
0.7111 |
0.7111 |
0.7138 |
0.7093 |
| S2 |
0.7075 |
0.7075 |
0.7130 |
|
| S3 |
0.6980 |
0.7016 |
0.7121 |
|
| S4 |
0.6885 |
0.6921 |
0.7095 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7575 |
0.7501 |
0.7224 |
|
| R3 |
0.7435 |
0.7361 |
0.7186 |
|
| R2 |
0.7295 |
0.7295 |
0.7173 |
|
| R1 |
0.7221 |
0.7221 |
0.7160 |
0.7258 |
| PP |
0.7155 |
0.7155 |
0.7155 |
0.7174 |
| S1 |
0.7081 |
0.7081 |
0.7134 |
0.7118 |
| S2 |
0.7015 |
0.7015 |
0.7121 |
|
| S3 |
0.6875 |
0.6941 |
0.7109 |
|
| S4 |
0.6735 |
0.6801 |
0.7070 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7229 |
0.7089 |
0.0140 |
2.0% |
0.0069 |
1.0% |
41% |
True |
False |
91,730 |
| 10 |
0.7229 |
0.6973 |
0.0256 |
3.6% |
0.0073 |
1.0% |
68% |
True |
False |
94,646 |
| 20 |
0.7229 |
0.6915 |
0.0314 |
4.4% |
0.0065 |
0.9% |
74% |
True |
False |
91,938 |
| 40 |
0.7229 |
0.6777 |
0.0452 |
6.3% |
0.0080 |
1.1% |
82% |
True |
False |
87,063 |
| 60 |
0.7229 |
0.6380 |
0.0849 |
11.9% |
0.0085 |
1.2% |
90% |
True |
False |
58,297 |
| 80 |
0.7229 |
0.6124 |
0.1105 |
15.5% |
0.0084 |
1.2% |
93% |
True |
False |
43,742 |
| 100 |
0.7229 |
0.5520 |
0.1709 |
23.9% |
0.0101 |
1.4% |
95% |
True |
False |
35,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7633 |
|
2.618 |
0.7478 |
|
1.618 |
0.7383 |
|
1.000 |
0.7324 |
|
0.618 |
0.7288 |
|
HIGH |
0.7229 |
|
0.618 |
0.7193 |
|
0.500 |
0.7182 |
|
0.382 |
0.7170 |
|
LOW |
0.7134 |
|
0.618 |
0.7075 |
|
1.000 |
0.7039 |
|
1.618 |
0.6980 |
|
2.618 |
0.6885 |
|
4.250 |
0.6730 |
|
|
| Fisher Pivots for day following 31-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7182 |
0.7176 |
| PP |
0.7170 |
0.7166 |
| S1 |
0.7159 |
0.7157 |
|